IMF Publications by Subject
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Econometric analysis:
2003
Title: Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System
Series: Working Paper No. 2003/102
Date: May 1, 2003
Subject: Banking Bayesian models Econometric analysis Estimation techniques Financial services Monetary systems Money Short term interest rates Vector autoregression
Title: Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998
Series: Working Paper No. 2003/084
Date: April 1, 2003
Subject: Econometric analysis Emerging and frontier financial markets Factor models Financial institutions Financial markets Securities markets Stock markets Stocks
Title: Assessing Fiscal Sustainability Under Uncertainity
Series: Working Paper No. 2003/079
Date: April 1, 2003
Subject: Econometric analysis Economic sectors Financial statements Fiscal policy Fiscal risks Fiscal stance Fiscal sustainability Public financial management (PFM) Public sector Vector autoregression
Title: PPP Strikes Back: Aggregation and the Real Exchange Rate
Series: Working Paper No. 2003/068
Date: April 1, 2003
Subject: Econometric analysis Estimation techniques Exchange rates Foreign exchange Price indexes Prices Purchasing power parity Real exchange rates
Title: Firm-Level Evidenceon International Stock Market Comovement
Series: Working Paper No. 2003/055
Date: March 1, 2003
Subject: Balance of payments Capital account Econometric analysis Factor models Financial institutions Financial markets National accounts Personal income Stock markets Stocks
Title: Country and Industry Dynamics in Stock Returns
Series: Working Paper No. 2003/052
Date: March 1, 2003
Subject: Econometric analysis Expenditure Financial institutions Financial markets Market capitalization Public expenditure review Stock markets Stocks Time series analysis
Title: Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages
Series: Working Paper No. 2003/046
Date: March 1, 2003
Subject: Business cycles Econometric analysis Economic growth Factor models Output gap Production
Title: The Long-Run Effects of Tradeon Income and Income Growth
Series: Working Paper No. 2003/037
Date: February 1, 2003
Subject: Agroindustries Econometric analysis Economic sectors Estimation techniques International trade National accounts Personal income Plurilateral trade Trade liberalization
Title: Early Warning Systems: A Survey and a Regime-Switching Approach
Series: Working Paper No. 2003/032
Date: February 1, 2003
Subject: Currency crises Early warning systems Econometric analysis Exchange rates Financial crises Foreign exchange Markov-switching models
Title: The Equilibrium Real Exchange Rate of the Malagasy Franc: Estimation and Assessment
Series: Working Paper No. 2003/028
Date: February 1, 2003
Subject: Econometric analysis Estimation techniques Exchange rate arrangements External position Foreign assets Foreign exchange International trade Real effective exchange rates Real exchange rates Terms of trade